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  • Search: subject:"Non-parametric multivariate logarithmic density derivative estimation"
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AR-ARCH model 1 Fixed sample size 1 Multivariate autoregression 1 Non-Gaussian Ornstein-Uhlenbeck process 1 Non-parametric multivariate logarithmic density derivative estimation 1 Ratio estimation 1 Truncated estimation method 1
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Vasiliev, Vyacheslav 1
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Annals of the Institute of Statistical Mathematics 1
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A truncated estimation method with guaranteed accuracy
Vasiliev, Vyacheslav - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 141-163
This paper presents a truncated estimation method of ratio type functionals by dependent sample of finite size. This method makes it possible to obtain estimators with guaranteed accuracy in the sense of the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L_m$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mrow> <mi>L</mi> </mrow> <mrow> <mi>m</mi> </mrow> </msub> </mrow> </math> </EquationSource> </InlineEquation>-norm, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$m\ge 2$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>m</mi> <mo>≥</mo> <mn>2</mn> </mrow> </math> </EquationSource> </InlineEquation>. As an illustration, the...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
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